相关论文: Pseudo-variance quasi-maximum likelihood estimatio…

We develop a novel asymptotic theory for local polynomial extremum estimators of time-varying parameters in a broad class of nonlinear time series models. We show the proposed estimators are consistent and follow normal distributions in…

In real data analysis, the underlying model is usually unknown, modelling strategy plays a key role in the success of data analysis. Stimulated by the idea of model averaging, we propose a novel semiparametric modelling strategy for…

We consider estimating the parametric components of semi-parametric multiple index models in a high-dimensional and non-Gaussian setting. Such models form a rich class of non-linear models with applications to signal processing, machine…

Gaussian process regression is a powerful Bayesian nonlinear regression method. Recent research has enabled the capture of many types of observations using non-Gaussian likelihoods. To deal with various tasks in spatial modeling, we benefit…

In this paper, we propose semiparametric efficient estimators of genetic relatedness between two traits in a model-free framework. Most existing methods require specifying certain parametric models involving the traits and genetic variants.…

Inverse probability weighted estimators are the oldest and potentially most commonly used class of procedures for the estimation of causal effects. By adjusting for selection biases via a weighting mechanism, these procedures estimate an…

This paper tackles the challenge of parameter calibration in stochastic models, particularly in scenarios where the likelihood function is unavailable in an analytical form. We introduce a gradient-based simulated parameter estimation…

In this paper, we are concerned with how to select significant variables in semiparametric modeling. Variable selection for semiparametric regression models consists of two components: model selection for nonparametric components and…

In this paper, we propose a new wrapper feature selection approach with partially labeled training examples where unlabeled observations are pseudo-labeled using the predictions of an initial classifier trained on the labeled training set.…

Using the classical estimation method of moments, we propose a new semiparametric estimation procedure for multi-parameter copula models. Consistency and asymptotic normality of the obtained estimators are established. By considering an…

Sparse high dimensional graphical model selection is a topic of much interest in modern day statistics. A popular approach is to apply l1-penalties to either (1) parametric likelihoods, or, (2) regularized regression/pseudo-likelihoods,…

A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…

In this paper, the authors first provide an overview of two major developments on complex survey data analysis: the empirical likelihood methods and statistical inference with non-probability survey samples, and highlight the important…

In this paper we propose a semi-parametric Bayesian Generalized Least Squares estimator. In a generic setting where each error is a vector, the parametric Generalized Least Square estimator maintains the assumption that each error vector…

In survival analysis, estimating the conditional survival function given predictors is often of interest. There is a growing trend in the development of deep learning methods for analyzing censored time-to-event data, especially when…

We propose and study properties of maximum likelihood estimators in the class of conditional transformation models. Based on a suitable explicit parameterisation of the unconditional or conditional transformation function, we establish a…

Continuous-time multi-state survival models can be used to describe health-related processes over time. In the presence of interval-censored times for transitions between the living states, the likelihood is constructed using transition…

A model for cross-over designs with repeated measures within each period was developed. It is obtained using an extension of generalized estimating equations that includes a parametric component to model treatment effects and a…

The recent proliferation of computers and the internet have opened new opportunities for collecting and processing data. However, such data are often obtained without a well-planned probability survey design. Such non-probability based…

When the target variable exhibits a semicontinuous behaviour (i.e. a point mass in a single value and a continuous distribution elsewhere) parametric `two-part regression models' have been extensively used and investigated. In this paper, a…